+1,341.4%
CRDO vs SAP
+83.6%
+1,257.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -30.0% | +0.3% | -30.3% | -30.2% |
| 3M | -28.3% | +16.9% | -45.2% | -35.5% |
| 6M | +44.8% | +6.3% | +38.4% | +37.3% |
| YTD | +16.7% | -12.4% | +29.1% | +25.9% |
| 1Y | +12.7% | -21.6% | +34.3% | +32.7% |
| 3Y | +960.1% | +54.8% | +905.3% | +632.7% |
| All | +1,341.4% | +83.6% | +1,257.8% | +766.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling